Semi-Analytical Implementation for the Name Concentration Measurement in a Credit Portfolio

Acknowledgements I would like to express my gratitude to all those who gave me the possibility to complete this thesis. I want to thank the Universitat Politècnica de Catalunya for giving me possibility to carry out this thesis in collaboration with the Centre de Re-cerca Matemàtica. I would like to gratefully acknowledge the enthusiastic supervision of Prof. D. Luis Ortiz Gracia from the Centre de Recerca Matemàtica whose help, stimulating suggestions and corrections helped me in all the time of research for writing this thesis and its improvement as well. For financial support for the Master of Science in Advanced Mathematics and Mathematical Engineering, I thank the grant awarded by La Caixa. I am also indebted to the Centre de Recerca Matemàtica for the scholarship I obtained for the realization of the Master thesis. Without their generous and strong support, this project would not have happened. I am highly grateful to all of them. My final words go to my family. I dedicate this thesis to my parents who unremittingly supported me during my years of study. They made this work possible.